On the approximations of solutions to stochastic differential equations under polynomial condition

DOI10.2298/FIL2101011DzbMATH Open1499.60184OpenAlexW3205731927WikidataQ115229867 ScholiaQ115229867MaRDI QIDQ5084993FDOQ5084993

Authors: Dušan D. Djordjević, Miljana Jovanović 

Publication date: 29 June 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil2101011d

Recommendations

• A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition
• An analytic approximation of solutions of stochastic differential equations
• An approximate method via Taylor series for stochastic functional differential equations
• On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series
• An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion

zbMATH Keywords

stochastic differential equationsTaylor approximationpolynomial conditiona.s. convergence\(L^p\) convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
• An approximate method via Taylor series for stochastic functional differential equations
• Title not available (Why is that?)
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
• An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
• Title not available (Why is that?)
• The almost sure asymptotic stability and boundedness of stochastic functional differential equations with polynomial growth condition
• Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients
• The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
• Weak and strong Taylor methods for numerical solutions of stochastic differential equations
• Title not available (Why is that?)
• An analytic approximation of solutions of stochastic differential equations
• An analytic approximate method for solving stochastic integrodifferential equations
• The approximation of multiple stochastic integrals
• The Milstein scheme for stochastic delay differential equations without using anticipative calculus
• Title not available (Why is that?)
• On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series
• The truncated Milstein method for stochastic differential equations with commutative noise
• Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition
• The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions

Cited In (8)

• An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
• A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
• On stochastic partial differential equations with polynomial nonlinearities
• Polynomial approximations of a class of stochastic multiscale elasticity problems
• On polynomial mixing and convergence rate for stochastic difference and differential equations
• A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition
• L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients

This page was built for publication: On the approximations of solutions to stochastic differential equations under polynomial condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084993)